Transportation cost-information inequalities and applications to random dynamical systems and diffusions

We first give a characterization of the L^1-transportation cost-information inequality on a metric space and next find some appropriate sufficient condition to transportation cost-information inequalities for dependent sequences. Applications to random dynamical systems and diffusions are studied.Comment: Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/00911790400000053

Moderate deviations for particle filtering

Consider the state space model (X_t,Y_t), where (X_t) is a Markov chain, and (Y_t) are the observations. In order to solve the so-called filtering problem, one has to compute L(X_t|Y_1,...,Y_t), the law of X_t given the observations (Y_1,...,Y_t). The particle filtering method gives an approximation of the law L(X_t|Y_1,...,Y_t) by an empirical measure \frac{1}{n}\sum_1^n\delta_{x_{i,t}}. In this paper we establish the moderate deviation principle for the empirical mean \frac{1}{n}\sum_1^n\psi(x_{i,t}) (centered and properly rescaled) when the number of particles grows to infinity, enhancing the central limit theorem. Several extensions and examples are also studied.Comment: Published at http://dx.doi.org/10.1214/105051604000000657 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Entrapment and traumatic neuropathies of the elbow and hand: An imaging approach

AbstractUltrasound and magnetic resonance imaging currently offer a detailed analysis of the peripheral nerves. Compressive and traumatic nerve injuries are the two main indications for imaging investigation of nerves with several publications describing the indications, technique and diagnostic capabilities of imaging signs. Investigation of entrapment neuropathies has three main goals, which are to confirm neuronal distress, search for the cause of nerve compression and exclude a differential diagnosis on the entire nerve. For traumatic nerve injuries, imaging, predominantly ultrasound, occasionally provides essential information for management including the type of nerve lesion, its exact site and local extension

Specific boundaries between the causal agents of the soybean stem canker

Pathogens within the Diaporthe complex cause seed decay, stem blight and stem canker on soybean, representing a serious threat for this crop species. We herein utilize worldwide sequence data retrieved from Genbank in order to assess the species boundaries between the soybean stem canker causal agents, and define whether or not they should be regarded as members of the same biological species. These studies were complemented with compatibility tests, in order to validate our findings from a biological standpoint. Species delimitation assays supported the occurrence of a speciation event between D. caulivora and D. phaseolourm var. meridionalis. A speciation hypothesis between D. aspalathi and D. phaseolourm var. meridionalis was also supported, based on three reciprocally monophyletic substitutions at locus EF1-α. Compatibility tests further validated species delimitation assays indicating that D. caulivora has developed barriers to gene exchange with D. phaseolorum var. meridionalis. Clarification of the specific boundaries of the SSC pathogens and related entities will be an important asset to future research in soybean pathology, epidemiology and breeding.Fil: Guillin, Eduardo A.. Instituto Nacional de Tecnología Agropecuaria. Centro de Investigación en Ciencias Veterinarias y Agronómicas. Instituto de Genética; ArgentinaFil: Grijalba, Pablo Enrique. Universidad de Buenos Aires. Facultad de Agronomia; ArgentinaFil: Oliveira, Luiz Orlando de. Universidade Federal de Viçosa; BrasilFil: Gottlieb, Alexandra Marina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Ecología, Genética y Evolución de Buenos Aires. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Ecología, Genética y Evolución de Buenos Aires; Argentin

Minimum variance importance sampling via Population Monte Carlo

International audienceVariance reduction has always been a central issue in Monte Carlo experiments. Population Monte Carlo can be used to this effect, in that a mixture of importance functions, called a D-kernel, can be iteratively optimised to achieve the minimum asymptotic variance for a function of interest among all possible mixtures. The implementation of this iterative scheme is illustrated for the computation of the price of a European option in the Cox-Ingersoll-Ross model